Ronnie Sadka
Going Beyond “Buy Low, Sell High”
What is risky to short-horizon investors may not be risky to long-term investors.
Researchers: Avraham Kamara, Robert Korajczyk, Xiaoxia Lou and Ronnie Sadka
July 6, 2015
Picking Up Pennies for Profit
Predictable stock price patterns
Researchers: Steven L. Heston, Robert Korajczyk and Ronnie Sadka
June 1, 2009
Pricing a Global Measure of Liquidity Risk
Investors should not overlook the impact of liquidity on the prices of assets
Researchers: Robert Korajczyk and Ronnie Sadka
September 4, 2007
Cashed Out
Kellogg finance scholar examines impact of trading costs on stock profitability
Researchers: Robert Korajczyk and Ronnie Sadka
April 11, 2007